@keegan.towne
To calculate the Commodity Channel Index (CCI) in C#, you can follow these steps:
Here is a sample code snippet in C# to calculate the CCI for a given data set:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 |
public double CalculateCCI(List<double> highs, List<double> lows, List<double> closes, int period) { List<double> typicalPrices = new List<double>(); List<double> smaTypicalPrices = new List<double>(); List<double> meanDeviations = new List<double>(); List<double> cciValues = new List<double>(); for (int i = period; i < highs.Count; i++) { double typicalPrice = (highs[i] + lows[i] + closes[i]) / 3; typicalPrices.Add(typicalPrice); double sma = typicalPrices.Skip(i - period).Take(period).Average(); smaTypicalPrices.Add(sma); double meanDeviation = typicalPrices.Skip(i - period).Take(period).Select(tp => Math.Abs(tp - sma)).Sum() / period; meanDeviations.Add(meanDeviation); double cci = (typicalPrice - sma) / (0.015 * meanDeviation); cciValues.Add(cci); } return cciValues.Last(); } |
This code snippet demonstrates how to calculate the CCI for a given data set. Make sure to replace the placeholders for highs, lows, closes, and the period with your actual data before running the code.